+309.0%
CFG vs AJG
+473.1%
-164.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +2.0% |
| 7D | -0.4% | -8.3% | +7.8% | +5.2% |
| 30D | -4.6% | -5.7% | +1.0% | -1.4% |
| 3M | +6.7% | +9.1% | -2.4% | -1.2% |
| 6M | +22.1% | +15.2% | +6.9% | +7.9% |
| YTD | +23.2% | -6.3% | +29.5% | +24.3% |
| 1Y | +40.3% | -19.1% | +59.4% | +57.2% |
| 3Y | +187.9% | +8.2% | +179.6% | +141.1% |
| 5Y | +102.0% | +75.6% | +26.3% | +3.6% |
| All | +309.0% | +473.1% | -164.1% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AJG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling